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Waiting Line Models

The Structure of a Waiting Line System


Queuing Systems
Queuing System Input Characteristics
Queuing System Operating Characteristics
Analytical Formulas
Single-Channel Waiting Line Model with Poisson
Arrivals and Exponential Service Times
Multiple-Channel Waiting Line Model with Poisson
Arrivals and Exponential Service Times
Economic Analysis of Waiting Lines

Slide 1

Structure of a Waiting Line System

Queuing theory is the study of waiting lines.


Four characteristics of a queuing system are:
the manner in which customers arrive
the time required for service
the priority determining the order of service
the number and configuration of servers in the
system.

Slide 2

Structure of a Waiting Line System

Distribution of Arrivals
Generally, the arrival of customers into the system is
a random event.
Frequently the arrival pattern is modeled as a
Poisson process.
Distribution of Service Times
Service time is also usually a random variable.
A distribution commonly used to describe service
time is the exponential distribution.

Slide 3

Structure of a Waiting Line System

Queue Discipline
Most common queue discipline is first come, first
served (FCFS).
An elevator is an example of last come, first served
(LCFS) queue discipline.
Other disciplines assign priorities to the waiting
units and then serve the unit with the highest
priority first.

Slide 4

Structure of a Waiting Line System

Single Service Channel


Customer
arrives

Waiting line

Multiple Service Channels

System

S1

Customer
leaves

System

S1
Customer
arrives

Waiting line

S2

Customer
leaves

S3
Slide 5

Examples of Internal Service Systems


That Are Queueing Systems
Type of System

Customers

Server(s)

Secretarial services

Employees

Secretary

Copying services

Employees

Copy machine

Computer programming
services

Employees

Programmer

Mainframe computer

Employees

Computer

First-aid center

Employees

Nurse

Faxing services

Employees

Fax machine

Materials-handling
system

Loads

Materials-handling
unit

Maintenance system

Machines

Repair crew

Inspection station

Items

Inspector

Production system

Jobs

Machine

Semiautomatic machines

Machines

Operator

Tool crib

Machine

Clerk

Slide 6

Examples of Transportation Service Systems


That Are Queueing Systems
Type of System

Customers

Server(s)

Highway tollbooth

Cars

Cashier

Truck loading dock

Trucks

Loading crew

Port unloading area

Ships

Unloading crew

Airplanes waiting to take


off

Airplanes

Runway

Airplanes waiting to land

Airplanes

Runway

Airline service

People

Airplane

Taxicab service

People

Taxicab

Elevator service

People

Elevator

Fire department

Fires

Fire truck

Parking lot

Cars

Parking space

Ambulance service

People

Ambulance
Slide 7

Queuing Systems

A three part code of the form A/B/k is used to


describe various queuing systems.
A identifies the arrival distribution, B the service
(departure) distribution and k the number of
channels for the system.
Symbols used for the arrival and service processes
are: M - Markov distributions (Poisson/exponential),
D - Deterministic (constant) and G - General
distribution (with a known mean and variance).
For example, M/M/k refers to a system in which
arrivals occur according to a Poisson distribution,
service times follow an exponential distribution and
there are k servers working at identical service rates.

Slide 8

Queuing System Input Characteristics


=
1/ =
=
1/ =
=

the average arrival rate


the average time between arrivals
the average service rate for each server
the average service time
the standard deviation of the service time

Slide 9

Queuing System Operating Characteristics


P0 =
Pn =
Pw =
Lq =

probability the service facility is idle


probability of n units in the system
probability an arriving unit must wait for service
average number of units in the queue awaiting
service
L = average number of units in the system
Wq = average time a unit spends in the queue
awaiting service
W = average time a unit spends in the system

Slide 10

Analytical Formulas

For nearly all queuing systems, there is a relationship


between the average time a unit spends in the system
or queue and the average number of units in the
system or queue.
These relationships, known as Little's flow equations
are:
L = W and Lq = Wq

Slide 11

Analytical Formulas

When the queue discipline is FCFS, analytical formulas


have been derived for several different queuing models
including the following:
M/M/1
M/M/k
M/G/1
M/G/k with blocked customers cleared
M/M/1 with a finite calling population
Analytical formulas are not available for all possible
queuing systems. In this event, insights may be gained
through a simulation of the system.

Slide 12

M/M/1 Queuing System

Single channel
Poisson arrival-rate distribution
Exponential service-time distribution
Unlimited maximum queue length
Infinite calling population
Examples:
Single-window theatre ticket sales booth
Single-scanner airport security station

Slide 13

Notation for Single-Server Queueing Models

= Mean arrival rate for customers

= Expected number of arrivals per unit time

1/ = expected interarrival time

= Mean service rate (for a continuously busy server)

= Expected number of service completions per unit


time
= expected service time

= the utilization factor

= the average fraction of time that a server is busy


serving customers
=
Slide

14

Assumptions
1.Interarrival times have an exponential distribution
with a mean of 1/.
2.Service times have an exponential distribution with a
mean of 1/.
3.The queueing system has one server.

The expected number of customers in the system is


L = 1 =

The expected waiting time in the system is


W = (1 / )L = 1 / ( )

The expected waiting time in the queue is


Wq = W 1/ = / [( )]

The expected number of customers in the queue is


Lq = Wq = 2 / [( )] = 2 / (1 )

Slide 15

The probability of having exactly n customers in the


system is
Pn = (1 )n
Thus,
P0 = 1
P1 = (1 )
P2 = (1 )2
:
:

The probability that the waiting time in the system


exceeds t is
P(W > t) = e(1)t for t 0

The probability that the waiting time in the queue exceeds


t is
P(Wq > t) = e(1)t for t 0

Slide 16

Problem:

Consider the situation where the mean arrival rate is


one customer every 4 minutes and the mean service
time is 2.5 minutes. Calculate the following

Average no. of customer in the system


Average queue length
Average time a customer spends in the system
Average time a customer waits before being served.

Slide 17

Problem:

Arrivals at a telephone booth are considered to be


Poisson, with an average time of 10 minutes between
one arrival and the next. The length of a phone call is
assumed to be exponentially distributed with mean 3
minutes.
What is the probability that a person arriving at the
booth will have to wait?
The telephone department will install a second booth
when convinced that an arrival would expect to have to
wait at least three minutes for the phone. By how much
must the flow of arrivals be increased in order to justify
a second booth?

Slide 18

Example: SJJT, Inc. (A)

M/M/1 Queuing System


Joe Ferris is a stock trader on the floor of the
New York Stock Exchange for the firm of Smith,
Jones, Johnson, and Thomas, Inc. Stock transactions
arrive at a mean rate of 20 per hour. Each order
received by Joe requires an average of two minutes to
process.
Orders arrive at a mean rate of 20 per hour or
one order every 3 minutes. Therefore, in a 15 minute
interval the average number of orders arriving will
be = 15/3 = 5.

Slide 19

Example: SJJT, Inc. (A)

Arrival Rate Distribution


Question
What is the probability that no orders are
received within a 15-minute period?
Answer
P (x = 0) = (50e -5)/0! = e -5 = .0067

Slide 20

Example: SJJT, Inc. (A)

Arrival Rate Distribution


Question
What is the probability that exactly 3 orders are
received within a 15-minute period?
Answer
P (x = 3) = (53e -5)/3! = 125(.0067)/6 = .1396

Slide 21

Example: SJJT, Inc. (A)

Arrival Rate Distribution


Question
What is the probability that more than 6 orders
arrive within a 15-minute period?
Answer
P (x > 6) = 1 - P (x = 0) - P (x = 1) - P (x = 2)
- P (x = 3) - P (x = 4) - P (x = 5)
- P (x = 6)
= 1 - .762 = .238

Slide 22

Example: SJJT, Inc. (A)

Service Rate Distribution


Question
What is the mean service rate per hour?
Answer
Since Joe Ferris can process an order in an average
time of 2 minutes (= 2/60 hr.), then the mean service
rate, , is = 1/(mean service time), or 60/2.

= 30/hr.

Slide 23

Example: SJJT, Inc. (A)

Service Time Distribution


Question
What percentage of the orders will take less than
one minute to process?
Answer
Since the units are expressed in hours,
P (T < 1 minute) = P (T < 1/60 hour).
Using the exponential distribution, P (T < t ) = 1 - e-t.
Hence, P (T < 1/60) = 1 - e-30(1/60)
= 1 - .6065 = .3935 = 39.35%

Slide 24

Example: SJJT, Inc. (A)

Service Time Distribution


Question
What percentage of the orders will be processed in
exactly 3 minutes?
Answer
Since the exponential distribution is a continuous
distribution, the probability a service time exactly
equals any specific value is 0 .

Slide 25

Example: SJJT, Inc. (A)

Service Time Distribution


Question
What percentage of the orders will require more
than 3 minutes to process?
Answer
The percentage of orders requiring more than 3
minutes to process is:
P (T > 3/60) = e-30(3/60) = e -1.5 = .2231 = 22.31%

Slide 26

Example: SJJT, Inc. (A)

Average Time in the System


Question
What is the average time an order must wait from
the time Joe receives the order until it is finished being
processed (i.e. its turnaround time)?
Answer
This is an M/M/1 queue with = 20 per hour and
= 30 per hour. The average time an order waits in the
system is:
W = 1/( - )
= 1/(30 - 20)
= 1/10 hour or 6 minutes

Slide 27

Example: SJJT, Inc. (A)

Average Length of Queue


Question
What is the average number of orders Joe has
waiting to be processed?
Answer
Average number of orders waiting in the queue is:
Lq = 2/[( - )]
= (20)2/[(30)(30-20)]
= 400/300
=

4/3

Slide 28

Example: SJJT, Inc. (A)

Utilization Factor
Question
What percentage of the time is Joe processing
orders?
Answer
The percentage of time Joe is processing orders is
equivalent to the utilization factor, /. Thus, the
percentage of time he is processing orders is:
/ = 20/30
= 2/3 or 66.67%

Slide 29

Example: SJJT, Inc. (A)


Solution

1
2
3
4
5
6
7
8
9

A
B
C
D
E
F
Poisson Arrival Rate
Exponential Service Rate
Operating Characteristics
Probability of no orders in system
Average number of orders waiting
Average number of orders in system
Average time an order waits
Average time an order is in system
Probability an order must wait

H
20
30

Po
Lg
L
Wq
W
Pw

0.333
1.333
2.000
0.067
0.100
0.667

Slide 30

M/M/k Queuing System

Multiple channels (with one central waiting line)


Poisson arrival-rate distribution
Exponential service-time distribution
Unlimited maximum queue length
Infinite calling population
Examples:
Four-teller transaction counter in bank
Two-clerk returns counter in retail store

Slide 31

Pn

P0

1
n!

1
k!k n

n k 1

1
n!

n 0

(n

1

k!

1
k!

k 1 ! k

, for

k)

, L

k
k

k
k

k)

(n

Pw P (n k )

, for

,W
L

,
k

Slide 32

General Operating Characteristics

Little'

s Flow

Equations

L W
L
W

(or W

W
W

(or W

L q

)
q

Slide 33

Problem:

A Tax consulting firm has four service stations (counters) in its


office to receive people who have problems and complaints about
their income, wealth and sales taxes. Arrivals average 80 persons in
an 8 hour service day. Each tax advisor spends irregular amount of
time servicing the arrivals which have been found to have an
exponential distribution. The average service time is 20 minutes.
Calculate the average no. of customers in the system,
average no. of customers waiting to be serviced,
average time a customer spend in the system,
average waiting time for a customer in queue.
Calculate how many hours each week does a tax advisor spend
performing his job?
What is the probability that a customer has to wait before he gets
service?
What is the expected no. of idle tax advisors at any specified time?

Slide 34

Example: SJJT, Inc. (B)

M/M/2 Queuing System


Smith, Jones, Johnson, and Thomas, Inc. has begun
a major advertising campaign which it believes will
increase its business 50%. To handle the increased
volume, the company has hired an additional floor
trader, Fred Hanson, who works at the same speed as
Joe Ferris.
Note that the new arrival rate of orders, , is 50%
higher than that of problem (A). Thus, = 1.5(20) = 30
per hour.

Slide 35

Example: SJJT, Inc. (B)

Sufficient Service Rate


Question
Why will Joe Ferris alone not be able to handle the
increase in orders?
Answer
Since Joe Ferris processes orders at a mean rate of
= 30 per hour, then = = 30 and the utilization
factor is 1.
This implies the queue of orders will grow
infinitely large. Hence, Joe alone cannot handle this
increase in demand.

Slide 36

Example: SJJT, Inc. (B)

Probability of n Units in System


Question
What is the probability that neither Joe nor Fred
will be working on an order at any point in time?

Slide 37

Example: SJJT, Inc. (B)

Probability of n Units in System (continued)


Answer
Given that = 30, = 30, k = 2 and ( /) = 1, the
probability that neither Joe nor Fred will be working is:
1
P0
k 1 ( / )n
k
( / ) k

(
)

n!
k!
k
n 0
= 1/[(1 + (1/1!)(30/30)1] + [(1/2!)(1)2][2(30)/(2(30)-30)]
= 1/(1 + 1 + 1) = 1/3 = .333

Slide 38

Example: SJJT, Inc. (B)

Average Time in System


Question
What is the average turnaround time for an order
with both Joe and Fred working?

Slide 39

Example: SJJT, Inc. (B)

Average Time in System (continued)


Answer
The average turnaround time is the average
waiting time in the system, W.
Lq =

( /)k
(k-1)!(k - )2

P0 =

(30)(30)(30/30)2
(1!)((2)(30)-30))2

(1/3) = 1/3

L = Lq + ( /) = 1/3 + (30/30) = 4/3


W = L/(4/3)/30 = 4/90 hr. = 2.67 min.

Slide 40

Example: SJJT, Inc. (B)

Average Length of Queue


Question
What is the average number of orders waiting to be
filled with both Joe and Fred working?
Answer
The average number of orders waiting to be filled is
Lq. This was calculated earlier as 1/3 .

Slide 41

Example: SJJT, Inc. (B)

Formula Spreadsheet

1
2
3
4
5
6
7
8
9
10

A
B
C
D
E
F
Number of Channels
Mean Arrival Rate (Poisson)
Mean Service Rate (Exponential )
Operating Characteristics
Probability of no orders in system
Average number of orders waiting
Average number of orders in system
Average time (hrs) an order waits
Average time (hrs) an order is in system
Probability an order must wait

G
k

H
2
30
30

Po =Po(H1,H2,H3)
Lg
##
L
=H6+H2/H3
Wq
=H6/H2
W
=H8+1/H3
Pw
=H2/H3

Slide 42

Example: SJJT, Inc. (B)

Spreadsheet Solution

1
2
3
4
5
6
7
8
9
10

A
B
C
D
E
F
Number of Channels
Mean Arrival Rate (Poisson)
Mean Service Rate (Exponential )
Operating Characteristics
Probability of no orders in system
Average number of orders waiting
Average number of orders in system
Average time (hrs) an order waits
Average time (hrs) an order is in system
Probability an order must wait

G
k

H
2
30
30

Po
Lg
L
Wq
W
Pw

0.333
0.333
1.333
0.011
0.044
1.000

Slide 43

Example: SJJT, Inc. (C)

Economic Analysis of Queuing Systems


The advertising campaign of Smith, Jones, Johnson
and Thomas, Inc. (see problems (A) and (B)) was so
successful that business actually doubled. The mean
rate of stock orders arriving at the exchange is now 40
per hour and the company must decide how many floor
traders to employ. Each floor trader hired can process
an order in an average time of 2 minutes.

Slide 44

Example: SJJT, Inc. (C)

Economic Analysis of Queuing Systems


Based on a number of factors the brokerage firm
has determined the average waiting cost per minute for
an order to be $.50. Floor traders hired will earn $20
per hour in wages and benefits. Using this information
compare the total hourly cost of hiring 2 traders with
that of hiring 3 traders.

Slide 45

Example: SJJT, Inc. (C)

Economic Analysis of Waiting Lines


Total Hourly Cost
= (Total salary cost per hour)
+ (Total hourly cost for orders in the system)
= ($20 per trader per hour) x (Number of traders)
+ ($30 waiting cost per hour) x (Average number of
orders in the system)
= 20k + 30L.
Thus, L must be determined for k = 2 traders and
for k = 3 traders with = 40/hr. and = 30/hr. (since
the average service time is 2 minutes (1/30 hr.).

Slide 46

Example: SJJT, Inc. (C)

Cost of Two Servers


P0

1
k 1 (

n 0

k
/ )n ( / ) k
(
)

n!
k!
k

P0 = 1 / [1+(1/1!)(40/30)]+[(1/2!)(40/30)2(60/(60-40))]
= 1 / [1 + (4/3) + (8/3)]
= 1/5

Slide 47

Example: SJJT, Inc. (C)

Cost of Two Servers (continued)


Thus,
Lq =

( /)k
(k-1)!(k -

)2

P0 =

(40)(30)(40/30)2
1!(60-40)2

(1/5) = 16/15

L = Lq + ( /) = 16/15 + 4/3 = 12/5


Total Cost = (20)(2) + 30(12/5) = $112.00 per hour

Slide 48

Example: SJJT, Inc. (C)

Cost of Three Servers


P0

1
k 1 (

n 0

k
/ )n ( / ) k
(
)

n!
k!
k

P0 = 1/[[1+(1/1!)(40/30)+(1/2!)(40/30)2]+
[(1/3!)(40/30)3(90/(90-40))] ]
= 1 / [1 + 4/3 + 8/9 + 32/45]
= 15/59

Slide 49

Example: SJJT, Inc. (C)

Cost of Three Servers (continued)


Hence, Lq =

(30)(40)(40/30)3
(2!)(3(30)-40)2

(15/59) = 128/885 = .1446

Thus, L = 128/885 + 40/30 = 1308/885 (= 1.4780)


Total Cost = (20)(3) + 30(1308/885) = $104.35 per hour

Slide 50

Example: SJJT, Inc. (C)

System Cost Comparison

2 Traders
3 Traders

Wage
Cost/Hr
$40.00
60.00

Waiting
Cost/Hr
$82.00
44.35

Total
Cost/Hr
$112.00
104.35

Thus, the cost of having 3 traders is less than that of


2 traders.

Slide 51